+86.2%
OKLO vs MAS
+61.2%
+25.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -3.4% | -9.8% | -11.8% |
| 7D | -28.4% | +4.6% | -32.9% | -29.8% |
| 30D | -50.2% | +19.9% | -70.1% | -54.0% |
| 3M | -55.3% | +8.9% | -64.2% | -57.0% |
| 6M | -71.9% | +20.2% | -92.1% | -74.1% |
| YTD | -73.2% | +33.9% | -107.1% | -76.2% |
| 1Y | -84.2% | +34.7% | -118.8% | -85.9% |
| All | +86.2% | +61.2% | +25.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling